31 January 2008
please explain the difeerence between BETA and Systematic risk. If anybody is having MAFA notes please send it to my maild. kuldeep.chowdary@gmail.com.
01 February 2008
Beta is measure of systematic risk ( market risk) Beta = Cov(security return ,Market return)/ var. of market Or Sd of security X Cor(I,m)/ SD of market
systematic risk = (Beta of security)2 X variance of market return